gs_quant.timeseries.algebra.ceil

ceil(x, value=0)

Cap series at maximum value

Parameters:

• x (Series) – date-based time series of prices

• value (float) – maximum value

Return type:

Series

Returns:

date-based time series of maximum value

Usage

Returns series where all values are less than or equal to the maximum value.

\(R_t = min(X_t, value)\)

See Floor and Ceil functions for more details

Examples

Generate price series and floor all values at 100

>>> prices = generate_series(100)
>>> floor(prices, 100)

See also

floor()